+1,129.2%
PSX vs VSH
+224.9%
+904.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.8% | -5.6% | +0.4% |
| 7D | -0.4% | +12.8% | -13.1% | -4.7% |
| 30D | -8.1% | -9.0% | +0.9% | -7.0% |
| 3M | +15.9% | -12.2% | +28.1% | +17.1% |
| 6M | +49.4% | -15.9% | +65.3% | +41.2% |
| YTD | +104.7% | +103.2% | +1.4% | +32.0% |
| 1Y | +89.1% | +108.4% | -19.3% | +20.2% |
| 3Y | +151.7% | +41.6% | +110.2% | +74.8% |
| 5Y | +298.3% | +54.6% | +243.7% | +154.3% |
| 10Y | +357.1% | +138.2% | +218.9% | +132.0% |
| All | +1,129.2% | +224.9% | +904.2% | +419.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling